Check working directory

getwd()
## [1] "/Users/alexg/R files/hair_cortisol/skew-normal FINAL"

Load packages

library(readxl)
library(psych)
library(dlookr)
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library(bayestestR)

Load data

df <- read_xlsx("hair_cort_dog_all.xlsx", col_types = c("text", "text",  
                               "text", "text", "text", "text",
                               "text", "numeric","text", "skip",
                               "numeric", "skip", "skip", 
                               "numeric", "skip"))
df <- as.data.frame(df)

INITIAL DATA PLOTTING AND EXPLORATION

Check characteristics of df

dim(df) # will tell you how many rows and columns the dataset has
## [1] 73 11
class(df) # will tell you what data structure has the dataset been assigned
## [1] "data.frame"

Explore the dataset to understand its structure.

head(df)
##   number   group visit season breed_group coat_colour    sex age comorbidity
## 1     c1 stopped    v0 winter         ret        dark   Male  43         yes
## 2     c2 stopped    v0 autumn         mix        dark   Male 105         yes
## 3     c3 stopped    v0 spring        ckcs         mix Female 117         yes
## 4     c4 stopped    v0 summer         ret        dark Female 108         yes
## 5     c5 stopped    v0 summer         ret        dark Female 110         yes
## 6     c6 stopped    v0 winter         mix       light Female 120         yes
##   fat_percent cortisol
## 1    52.21393 4.924220
## 2    38.52059 7.304202
## 3    46.94916 1.590000
## 4    44.46813 0.861570
## 5    39.59363 6.217317
## 6          NA 4.426785

1. Get summary stats for numeric data

numeric_df <- Filter(is.numeric, df)
describe(numeric_df) # the describe function in psych provides summary stats
## # A tibble: 3 × 26
##   described_variables     n    na  mean    sd se_mean   IQR skewness kurtosis
##   <chr>               <int> <int> <dbl> <dbl>   <dbl> <dbl>    <dbl>    <dbl>
## 1 age                    73     0 95.8  35.6     4.16 44      -0.104 -0.00589
## 2 fat_percent            55    18 40.5   7.82    1.05  7.82   -0.294  1.12   
## 3 cortisol               73     0  8.11 16.5     1.93  5.43    4.05  18.7    
## # ℹ 17 more variables: p00 <dbl>, p01 <dbl>, p05 <dbl>, p10 <dbl>, p20 <dbl>,
## #   p25 <dbl>, p30 <dbl>, p40 <dbl>, p50 <dbl>, p60 <dbl>, p70 <dbl>,
## #   p75 <dbl>, p80 <dbl>, p90 <dbl>, p95 <dbl>, p99 <dbl>, p100 <dbl>

2. Check normality of all numeric variables

a. graphical assessment

plot_normality(numeric_df)

b. shapiro-wilk test

apply(numeric_df, 2, shapiro.test)
## $age
## 
##  Shapiro-Wilk normality test
## 
## data:  newX[, i]
## W = 0.97361, p-value = 0.1288
## 
## 
## $fat_percent
## 
##  Shapiro-Wilk normality test
## 
## data:  newX[, i]
## W = 0.97956, p-value = 0.4692
## 
## 
## $cortisol
## 
##  Shapiro-Wilk normality test
## 
## data:  newX[, i]
## W = 0.46269, p-value = 6.756e-15

c. repeat Q-Q plots with transformed data

i. log(cortisol)

qqnorm(df$cortisol)
qqline(df$cortisol, col = "red")

qqnorm(log(df$cortisol))
qqline(log(df$cortisol), col = "red")

ii Shapiro test for log cortisol

shapiro.test(log(df$cortisol))
## 
##  Shapiro-Wilk normality test
## 
## data:  log(df$cortisol)
## W = 0.94725, p-value = 0.004126

3. Check data numerically

summary(df$cortisol)
##     Min.  1st Qu.   Median     Mean  3rd Qu.     Max. 
##   0.4141   1.4119   2.3331   8.1089   6.8455 104.6172
summary(log(df$cortisol))
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
## -0.8817  0.3449  0.8472  1.1816  1.9236  4.6503

a. Log-transform cortisol

df$lgCort <- log(df$cortisol)
summary(df$lgCort)
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
## -0.8817  0.3449  0.8472  1.1816  1.9236  4.6503

i. Visualise

hist(df$lgCort)

b. Create simple category name for breed and convert to factor

df$breed <- df$breed_group
df$breed <- factor(df$breed, levels = c("mix", "ckcs", "pug", "ret", "other"))
head(df$breed)
## [1] ret  mix  ckcs ret  ret  mix 
## Levels: mix ckcs pug ret other

4. Generate data summary

sumtable(df)
Summary Statistics
Variable N Mean Std. Dev. Min Pctl. 25 Pctl. 75 Max
group 73
… completed 42 58%
… stopped 31 42%
visit 73
… v0 52 71%
… v1 21 29%
season 73
… autumn 21 29%
… spring 14 19%
… summer 22 30%
… winter 16 22%
breed_group 73
… ckcs 7 10%
… mix 16 22%
… other 26 36%
… pug 7 10%
… ret 17 23%
coat_colour 73
… dark 30 41%
… light 28 38%
… mix 15 21%
sex 73
… Female 43 59%
… Male 30 41%
age 73 96 36 16 73 117 182
comorbidity 73
… no 15 21%
… yes 58 79%
fat_percent 55 40 7.8 18 37 45 61
cortisol 73 8.1 16 0.41 1.4 6.8 105
lgCort 73 1.2 1.2 -0.88 0.34 1.9 4.7
breed 73
… mix 16 22%
… ckcs 7 10%
… pug 7 10%
… ret 17 23%
… other 26 36%

5. Visualise associations

a. Between Cortisol and sex with a violin plot (vioplot package)

par(mfrow = c(1,1))
vioplot(cortisol ~ sex, col = "firebrick",
        data = df)

b. Between log(cortisol) and sex with a violin plot (vioplot package)

par(mfrow = c(1,1))
vioplot(lgCort ~ sex, col = "lemonchiffon",
        data = df)

c. Between lgCortisol and breed…

i. with a violin plot (vioplot package)

par(mfrow = c(1,1))
vioplot(lgCort ~ breed, col = "firebrick",
        data = df)

ii. with stropchart

stripchart(lgCort ~ breed, vertical = TRUE, method = "jitter",
           col = "steelblue3", data = df, pch = 20)

STANDARDISE DATA FOR MODELLING

1. Standardise cortisol

df$slgCort <- standardize(df$lgC)
summary(df$slgCort)
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
## -1.7079 -0.6925 -0.2768  0.0000  0.6142  2.8713

a. visualise standardised lgCort

hist(df$slgCort)

2. create dataset only containing complete data

df2 <- na.omit(df)

MODEL FOR THE EFFECT OF SEX ON HAIR CORTISOL

1. Model code

model <- brm(slgCort ~ sex + + (1 | visit), family = skew_normal(), data = df2)

2. Check what priors need to be set

default_prior(slgCort ~ sex +  + (1 | visit),
                   family = skew_normal(),
                   data = df)
##                    prior     class      coef group resp dpar nlpar lb ub
##             normal(0, 4)     alpha                                      
##                   (flat)         b                                      
##                   (flat)         b   sexMale                            
##  student_t(3, -0.3, 2.5) Intercept                                      
##     student_t(3, 0, 2.5)        sd                                  0   
##     student_t(3, 0, 2.5)        sd           visit                  0   
##     student_t(3, 0, 2.5)        sd Intercept visit                  0   
##     student_t(3, 0, 2.5)     sigma                                  0   
##        source
##       default
##       default
##  (vectorized)
##       default
##       default
##  (vectorized)
##  (vectorized)
##       default

Published information about associations with hair cortisol

In humans, males have > hair cortisol cf females (Binz TM. ForensicSciInt 2018; 284:33–8. doi: 10.1016/j.forsciint.2017.12.032) …but effect is opposite in vervet monlkys (Laudenslager ML. Psychoneuroendocrinology 2012; 37:1736–9. doi: 10.1016/j.psyneuen.2012.03.015). … no effect of sex in a previous dog study (Macbeth BJ. Wildl Soc Bull 2012; 36:747–58. doi: 10.1002/wsb.219) … however, this study did find that neutered dogs had decreased hair cortisol. … as all dogs in the study were neutered, this means that an effect of sex is less likely. Bowland et al, female dogs had > hair cortisol than male dogs, but all dogs were intact (Bowland JB. Front. Vet. Sci 2020; 7:565346. doi: 10.3389/fvets.2020.565346) Further, this effect was lost when accounting for other effects.

Therefore, use a regularising prior but keep it neutral and broad, to allow the effect to be either way.

NB Bowland found no age effect. They also found a negative effect of BCS on log hair cortisol (beta -0.03). However, BCS ranged from 1-6 (with only 1 BCS 6), so few overweight…. could suggest poor nutrition and health cf obesity. (Bowland JB. Front. Vet. Sci 2020; 7:565346. doi: 10.3389/fvets.2020.565346)

3. Set priors

# Set individual priors
prior_int <- set_prior("normal(0, 0.5)", class = "Intercept")
prior_sig <- set_prior("exponential(1)", class = "sigma")
prior_b <- set_prior("normal(0, 1)", class = "b")
prior_sd <- set_prior("normal(0, 1)", class = "sd")
prior_alpha <- set_prior("normal(4, 2)", class = "alpha")

# Combine priors into list
priors <- c(prior_int, prior_sig, prior_b, prior_sd)

4. Plot priors

a. Prior for intercept and beta

x <- seq(-3, 3, length.out = 100)
y <- dnorm(x, mean = 0, sd = 0.5)
plot(y ~ x, type = "l")

b. Prior for sigma

x <- seq(0, 3, length.out = 100)
y <- dexp(x, rate = 1)
plot(y ~ x, type = "l")

a. Prior for beta

x <- seq(-3, 3, length.out = 100)
y <- dnorm(x, mean = 0, sd = 1)
plot(y ~ x, type = "l")

5. RUN MODEL

Increased adapt_delta >0.8 (0.9 here), as had divergent transitions

set.seed(666)
model <- brm(slgCort ~ sex + (1 | visit),
                   family = skew_normal(),
                   prior = priors,
                   data = df,
                   control=list(adapt_delta=0.9999, stepsize = 0.001, max_treedepth =15),
                   iter = 8000, warmup = 2000,
                   cores = 4,
                   save_pars = save_pars(all =TRUE),
                   sample_prior = TRUE)
## Compiling Stan program...
## Trying to compile a simple C file
## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## using C compiler: ‘Apple clang version 17.0.0 (clang-1700.0.13.5)’
## using SDK: ‘MacOSX15.5.sdk’
## clang -arch arm64 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG   -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/Rcpp/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/unsupported"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/src/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppParallel/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/rstan/include" -DEIGEN_NO_DEBUG  -DBOOST_DISABLE_ASSERTS  -DBOOST_PENDING_INTEGER_LOG2_HPP  -DSTAN_THREADS  -DUSE_STANC3 -DSTRICT_R_HEADERS  -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION  -D_HAS_AUTO_PTR_ETC=0  -include '/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp'  -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1   -I/opt/R/arm64/include    -fPIC  -falign-functions=64 -Wall -g -O2  -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/Core:19:
## /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:679:10: fatal error: 'cmath' file not found
##   679 | #include <cmath>
##       |          ^~~~~~~
## 1 error generated.
## make: *** [foo.o] Error 1
## Start sampling
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'

6. Get summary of model

summary(model)
##  Family: skew_normal 
##   Links: mu = identity; sigma = identity; alpha = identity 
## Formula: slgCort ~ sex + (1 | visit) 
##    Data: df (Number of observations: 73) 
##   Draws: 4 chains, each with iter = 8000; warmup = 2000; thin = 1;
##          total post-warmup draws = 24000
## 
## Multilevel Hyperparameters:
## ~visit (Number of levels: 2) 
##               Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## sd(Intercept)     0.37      0.36     0.01     1.38 1.00     7099     8729
## 
## Regression Coefficients:
##           Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## Intercept    -0.07      0.26    -0.62     0.47 1.00    10572    10953
## sexMale       0.14      0.20    -0.26     0.54 1.00    16874    14950
## 
## Further Distributional Parameters:
##       Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## sigma     1.00      0.09     0.84     1.20 1.00    14796    14707
## alpha     3.60      1.53     1.05     7.10 1.00    14090    11016
## 
## Draws were sampled using sampling(NUTS). For each parameter, Bulk_ESS
## and Tail_ESS are effective sample size measures, and Rhat is the potential
## scale reduction factor on split chains (at convergence, Rhat = 1).

7. MCMC diagnostics

plot(model)

Looking for hairy caterpillars

b. try a trank plot as well

mcmc_plot(model, type = 'rank_overlay')

8. Calculate 97% HPDI for sex

Usually better than the compatoability intervals given in the summary

draws <- as.matrix(model)
HPDI(draws[,2], 0.97) # 1st column is draws for sex
##      |0.97      0.97| 
## -0.2962279  0.6009676

9. Calculate R2 for model

bayes_R2(model, probs = c(0.015, 0.5, 0.985)) # 0.015, 0.5, 0.985 are the quantiles
##      Estimate  Est.Error        Q1.5        Q50    Q98.5
## R2 0.02487013 0.02556297 0.000220508 0.01677636 0.105431
loo_R2(model, probs = c(0.015, 0.5, 0.985)) # 0.015, 0.5, 0.985 are the quantiles
##       Estimate  Est.Error       Q1.5         Q50      Q98.5
## R2 -0.01485809 0.02977083 -0.1013518 -0.01143804 0.03774662

CHECKS ON MODEL

1. Basic check of simulations based on posterior distribution, versus the real data distribution

checks whether actual data is similar to simulated data.

pp_check(model, ndraws = 100) 

2. Check some individual draws versus observed using pp_check

par(mfrow = c(1,1))
pp_check(model, type = "hist", ndraws = 11, binwidth = 0.25) # separate histograms of 11 MCMC draws vs actual data

3. Other pp_check graphs

pp_check(model, type = "error_hist", ndraws = 11) # separate histograms of errors for 11 draws
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

pp_check(model, type = "scatter_avg", ndraws = 100) # scatter plot

pp_check(model, type = "stat_2d") #  scatterplot of joint posteriors
## Using all posterior draws for ppc type 'stat_2d' by default.
## Note: in most cases the default test statistic 'mean' is too weak to detect anything of interest.

# PPC functions for predictive checks based on (approximate) leave-one-out (LOO) cross-validation
pp_check(model, type = "loo_pit_overlay", ndraws = 1000) 
## NOTE: The kernel density estimate assumes continuous observations and is not optimal for discrete observations.

5. Pairs plot

pairs(model)

PSIS LOO-CV to check model performance

loo_model <- loo(model, moment_match = TRUE)
loo_model
## 
## Computed from 24000 by 73 log-likelihood matrix.
## 
##          Estimate   SE
## elpd_loo   -101.9  6.2
## p_loo         4.0  0.8
## looic       203.7 12.4
## ------
## MCSE of elpd_loo is 0.0.
## MCSE and ESS estimates assume MCMC draws (r_eff in [0.5, 1.0]).
## 
## All Pareto k estimates are good (k < 0.7).
## See help('pareto-k-diagnostic') for details.

AUTOMATED PRIOR SENSITIVITY USING THE PRIOR SENSE PACKAGE

1. Sensitivity check

First, check the sensitivity of the prior and likelihood to power-scaling. Posterior and posteriors resulting from power-scaling.

powerscale_sensitivity(model, variable = c("b_Intercept", "sigma", "b_sexMale"))
## Sensitivity based on cjs_dist
## Prior selection: all priors
## Likelihood selection: all data
## 
##     variable prior likelihood diagnosis
##  b_Intercept 0.036      0.020         -
##        sigma 0.041      0.123         -
##    b_sexMale 0.004      0.090         -

These values appear similar to what was set for the priors, so seems OK?

2. Now use bayestestR package to check priors are informative

check_prior(model, effects = "all")
##             Parameter Prior_Quality
## 1         b_Intercept   informative
## 2           b_sexMale   informative
## 3 sd_visit__Intercept   informative

CHECK PRIOR PREDICTION LINES FROM FINAL MODEL

1. Obtain draws of priors from final model

prior <- prior_draws(model)
prior %>% glimpse()
## Rows: 24,000
## Columns: 5
## $ Intercept <dbl> -0.30705975, -0.65318192, 0.92875257, -0.14325756, -0.541652…
## $ b         <dbl> -0.06464226, 0.51546262, -0.34237197, -0.63938582, 0.5051729…
## $ sigma     <dbl> 1.67504396, 0.38050879, 1.97075232, 1.12274087, 2.20491112, …
## $ alpha     <dbl> -1.06373411, 5.30320031, -2.68614051, 1.71938552, -0.1959270…
## $ sd_visit  <dbl> 0.20646517, 0.39890415, 0.31625996, 0.89497288, 0.28468060, …

2. Plot prior prediction lines for sex with line plot

set.seed(5)

prior %>% 
  slice_sample(n = 50) %>% 
  rownames_to_column("draw") %>% 
  expand_grid(a = c(0, 1)) %>% 
  mutate(c = Intercept + b * a) %>% 
  
  ggplot(aes(x = a, y = c)) +
  geom_line(aes(group = draw),
            color = "firebrick", alpha = .4) +
  geom_point(color = "firebrick", size = 2) +
  labs(x = "Sex (male)",
       y = "log(cort) (std)") +
  coord_cartesian(ylim = c(-3, 3)) +
  theme_bw() +
  theme(panel.grid = element_blank()) 

CHECK PRIOR PREDICTIVE DISTRIBUTION

1. Prior Predictive Distribution

Can simulate data just on the priors. Fit model but only consider prior when fitting model. If this looks reasonable, it helps to confirm that your priors were reasonable

set.seed(666)
model_priors_only <- brm(slgCort ~ sex + (1 | visit),
                   family = skew_normal(),
                   prior = priors,
                   data = df,
                   sample_prior = "only")
## Compiling Stan program...
## Trying to compile a simple C file
## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## using C compiler: ‘Apple clang version 17.0.0 (clang-1700.0.13.5)’
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## In file included from <built-in>:1:
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## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/Core:19:
## /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:679:10: fatal error: 'cmath' file not found
##   679 | #include <cmath>
##       |          ^~~~~~~
## 1 error generated.
## make: *** [foo.o] Error 1
## Start sampling
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2. Check predictions against priors

pp_check(model_priors_only, ndraws = 100)

VARIANCE-COVARIANCE MATRIX

as_draws_df(model) %>%
  select(b_Intercept:sigma) %>%
  cov() %>%
  round(digits = 3)
## Warning: Dropping 'draws_df' class as required metadata was removed.
##                     b_Intercept b_sexMale sd_visit__Intercept  sigma
## b_Intercept               0.068    -0.017              -0.001  0.004
## b_sexMale                -0.017     0.042              -0.001 -0.001
## sd_visit__Intercept      -0.001    -0.001               0.131  0.000
## sigma                     0.004    -0.001               0.000  0.008

MANUAL POSTERIOR PREDICTIVE DISTRIBUTION CHECKS

NB Uses posterior_predict

1. Posterior predictive distribition plots for sex

# use posterior predict to simulate predictions
ppd <- posterior_predict(model) 
dim(ppd)
## [1] 24000    73
par(mfrow = c(2,2))
stripchart(slgCort ~ sex, vertical = TRUE, method = "jitter",
           col = "steelblue3", data = df, pch = 20, main = "Observed")
stripchart(ppd[sample(seq(1, dim(ppd)[1]), 1),] ~ sex, vertical = TRUE, method = "jitter",
           col = "firebrick", data = df, pch = 20, main = "PPD")
stripchart(ppd[sample(seq(1, dim(ppd)[1]), 1),] ~ sex, vertical = TRUE, method = "jitter",
           col = "firebrick", data = df, pch = 20, main = "PPD")
stripchart(ppd[sample(seq(1, dim(ppd)[1]), 1),] ~ sex, vertical = TRUE, method = "jitter",
           col = "firebrick", data = df, pch = 20, main = "PPD")

ANALYSING THE POSTERIOR DISTRIBUTION

1. Plot conditional effects from model

plot(conditional_effects(model), ask = FALSE)

1b. advanced plot of conditional effect of coat colour

ce <- conditional_effects(model, effects = "sex")
ce_df <- ce[[1]][c(1, 6:9)]

ggplot(ce_df, aes(x=sex, y=estimate__, group=1)) +
    geom_errorbar(width=.1, aes(ymin=lower__, ymax=upper__), colour=c("#F8766D", "#00BFC4"), linewidth = 1) +
    geom_point(shape=21, size=6, fill=c("#F8766D", "#00BFC4")) +
   theme_bw() +
    labs(title = "Conditional effect of sex on hair cortisol") +
         labs(y = paste0("Log Hair Cortisol (standardised)")) +
         labs(x = paste0("Sex")) +
         theme(axis.title.y = element_text(size=12, face="bold"), 
               axis.title.x = element_text(size=12, face="bold"),
               title = element_text(size=12, face="bold"),
               plot.title = element_text(hjust = 0.5),
               axis.text.x = element_text(color = "grey25", size = 12),
               axis.text.y = element_text(color = "grey50", size = 10))

2. mcmc_plot of model

a. all parameters except alpha and sd_visit_intercept

mcmc_plot(model, variable = c(
         "b_Intercept",
         "sigma",
         "b_sexMale"))

b. sex versus prior

i. distributional

mcmc_plot(model,
          variable = c("b_sexMale", "prior_b"))

2. density
mcmc_plot(model,
          variable = c("b_sexMale", "prior_b"),
          type = "areas") +

   theme_classic() +
    labs(title = "Prior vs posterior distribution for sex effect") +
         labs(y = "") +
         labs(x = paste0("Possible parameter values")) +
    scale_y_discrete(labels=c("prior_b" = "Prior for male", "b_sexMale" = "Posterior for male"),
                     limits = c("prior_b", "b_sexMale")) +
         theme(axis.title.y = element_text(size=12, face="bold"), 
               axis.title.x = element_text(size=12, face="bold"),
               title = element_text(size=12, face="bold"),
               plot.title = element_text(hjust = 0.5),
               axis.text.x = element_text(color = "grey50", size = 12),
               axis.text.y = element_text(color = "grey8",size = 12))
## Scale for y is already present.
## Adding another scale for y, which will replace the existing scale.

3. Plot all posterior distributions

posterior <- as.matrix(model)
mcmc_areas(posterior,
pars = c("b_Intercept", "sigma",
         "b_sexMale"),
# arbitrary threshold for shading probability mass
prob = 0.75)

4. plot posterior distribution for sex only

posterior <- as.matrix(model)
mcmc_areas(posterior,
    pars = c("b_sexMale"),
# arbitrary threshold for shading probability mass
prob = 0.97) +
  
   theme_classic() +
     labs(title = "Posterior distribution for sex effect", 
         y = "Density distribution", 
         x = "Possible parameter values") +
     scale_y_discrete(labels=c("b_sexMale" = "Posterior for male")) +
         theme(axis.title.y = element_text(size=12, face="bold"), 
               axis.title.x = element_text(size=12, face="bold"),
               title = element_text(size=12, face="bold"),
               plot.title = element_text(hjust = 0.5),
               axis.text.x = element_text(color = "grey50", size = 12),
               axis.text.y = element_text(color = "grey8",size = 12))
## Scale for y is already present.
## Adding another scale for y, which will replace the existing scale.

5. Describe the posterior visually

# Focus on describing posterior
hdi_range <- hdi(model, ci = c(0.65, 0.70, 0.80, 0.89, 0.95))
plot(hdi_range, show_intercept = T)

just coat colour

# Focus on describing posterior
hdi_range <- hdi(model, ci = c(0.65, 0.70, 0.80, 0.89, 0.95),
                 parameters = "b_sexMale")
plot(hdi_range, show_intercept = T) +

    labs(title = "Posterior distribution for sex effect") +
         labs(y = "Density distribution") +
         labs(x = "Possible parameter values") +
           theme(axis.title.y = element_text(size=12, face="bold"), 
               axis.title.x = element_text(size=12, face="bold"),
               title = element_text(size=12, face="bold"),
               plot.title = element_text(hjust = 0.5),
               axis.text.x = element_text(color = "grey50", size = 12),
               axis.text.y = element_text(color = "grey8",size = 12))

HYPOTHESIS TESTS

1. Hypothesis test to check if mean association between cortisol and sex (from draws) is >0

draws <- as.matrix(model)
mean(draws[,2] >0)
## [1] 0.7569583
mean(draws[,2] <0)
## [1] 0.2430417

2. Check 97% credible interval of with HPDI for sex from draws

HPDI(draws[,2], prob=0.97)
##      |0.97      0.97| 
## -0.2962279  0.6009676

3. Visualising the posterior of a model using numerical and graphical methods

a. basic (one dog only)

# create new dataframe which contains results of the first dog
new_data <- rbind(df[1,], df[1,])
# Now change one category to be different
new_data$sex <- c("Female", "Male")
# Visualise df to make sure it has worked
new_data
##   number   group visit season breed_group coat_colour    sex age comorbidity
## 1     c1 stopped    v0 winter         ret        dark Female  43         yes
## 2     c1 stopped    v0 winter         ret        dark   Male  43         yes
##   fat_percent cortisol   lgCort breed   slgCort
## 1    52.21393  4.92422 1.594166   ret 0.3415375
## 2    52.21393  4.92422 1.594166   ret 0.3415375
# Now get mean predictions from the draws of the model
pred_means <- posterior_predict(model, newdata = new_data)


# Compare difference in means for each breedversus mix
differenceMale <- pred_means[,1] - pred_means[,2]

par(mfrow = c(2,2))

# Examine mean of difference
mean(differenceMale)
## [1] -0.1214526
# View histogram of this
hist(differenceMale)
# Create HPDI
HPDI(differenceMale, 0.97)
##     |0.97     0.97| 
## -3.218014  3.233322

b. Advanced… using all dogs in the model

i. male vs female

# create new dataframe which contains results of all dogs
new_data1 <- df
# Now change one category to be different
new_data1$sex <- c("Male")

# create new dataframe which contains result sof all dogs
new_data2 <- df
# Now change one category to be different
new_data2$sex <- c("Female")

# Now get predictions from the draws of the models
pred_nd1 <- posterior_predict(model, newdata = new_data1)
pred_nd2 <- posterior_predict(model, newdata = new_data2)
pred_diff <- pred_nd1 - pred_nd2
pred_diff <- data.frame(pred_diff)

# Create mean of differences for each column (dog) of the dataframe
pred_diff_ckcs <- apply(pred_diff, 2, mean)
# View histogram of mean differences
hist(pred_diff_ckcs)

# Examine mean of difference
mean(pred_diff_ckcs)
## [1] 0.1360314
# View histogram of this

HPDI(pred_diff_ckcs, 0.93)
##     |0.93     0.93| 
## 0.1178648 0.1535624

5. Make predictions of log cortisol for each dog and compare with actual data

pred_slgCort <- posterior_epred(model)
av_pred_slgCort <- colMeans(pred_slgCort)
plot(av_pred_slgCort ~ df$slgCort)

6. plot the counterfactual effect of “do sex” on slgCort

a. plot estimates and 95% credible intervals

set.seed(666)
nd <- tibble(visit = 'v0', sex = c("Female", "Male"))

p1 <-
  predict(model,
          resp = "slgCort",
          newdata = nd) %>% 
  data.frame() %>% 
  bind_cols(nd) %>% 
  
  ggplot(aes(x = sex, y = Estimate, ymin = Q2.5, ymax = Q97.5)) +
  
  geom_linerange(aes(ymin = Q2.5, ymax = Q97.5),
                 linewidth = 1, color = "#F8766D", alpha = 3/5) +
  geom_point(size = 5, color = "#F8766D") +

   theme_bw() +
    labs(title = "Total counterfactual effect of sex on log hair cortisol") +
         labs(y = paste0("Counterfactual estimate of Log Hair Cortisol (std)")) +
         labs(x = paste0("Manipulated visit")) +
         theme(axis.title.y = element_text(size=12, face="bold"), 
               axis.title.x = element_text(size=12, face="bold"),
               title = element_text(size=12, face="bold"),
               plot.title = element_text(hjust = 0.5)) +
         coord_cartesian(ylim = c(-2.5, 2.5))

plot(p1)

Check if better fit if you allow SD to vary across sex

1. Set priors

NB no sigma prior because this will be estimated in in the model

# Set individual priors
prior_int <- set_prior("normal(0, 1)", class = "Intercept")
prior_b <- set_prior("normal(0, 1)", class = "b")
prior_sd <- set_prior("normal(0, 1)", class = "sd")
prior_alpha <- set_prior("normal(4, 2)", class = "alpha")

# Combine priors into list
priors2 <- c(prior_int, prior_b, prior_sd)

2. Run model 2

Increased adapt_delta >0.8 (0.9 here), as had divergent transitions

set.seed(666)
model2 <- brm(bf(slgCort ~ sex + (1 | visit),
                 sigma ~ sex),
                   family = skew_normal(),
                   prior = priors2,
                   data = df,
                   control=list(adapt_delta=0.9999, stepsize = 0.001, max_treedepth =15),
                   iter = 8000, warmup = 2000,
                   cores = 4,
                   save_pars = save_pars(all =TRUE),
                   sample_prior = TRUE)
## Compiling Stan program...
## Trying to compile a simple C file
## Running /Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB foo.c
## using C compiler: ‘Apple clang version 17.0.0 (clang-1700.0.13.5)’
## using SDK: ‘MacOSX15.5.sdk’
## clang -arch arm64 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG   -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/Rcpp/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/unsupported"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/BH/include" -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/src/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppParallel/include/"  -I"/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/rstan/include" -DEIGEN_NO_DEBUG  -DBOOST_DISABLE_ASSERTS  -DBOOST_PENDING_INTEGER_LOG2_HPP  -DSTAN_THREADS  -DUSE_STANC3 -DSTRICT_R_HEADERS  -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION  -D_HAS_AUTO_PTR_ETC=0  -include '/Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp'  -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1   -I/opt/R/arm64/include    -fPIC  -falign-functions=64 -Wall -g -O2  -c foo.c -o foo.o
## In file included from <built-in>:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/Dense:1:
## In file included from /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/Core:19:
## /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library/RcppEigen/include/Eigen/src/Core/util/Macros.h:679:10: fatal error: 'cmath' file not found
##   679 | #include <cmath>
##       |          ^~~~~~~
## 1 error generated.
## make: *** [foo.o] Error 1
## Start sampling
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Found more than one class "stanfit" in cache; using the first, from namespace 'rethinking'
## Also defined by 'rstan'
## Warning: There were 1 divergent transitions after warmup. See
## https://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
## to find out why this is a problem and how to eliminate them.
## Warning: Examine the pairs() plot to diagnose sampling problems

3. Get summary of model

summary(model2)
## Warning: There were 1 divergent transitions after warmup. Increasing
## adapt_delta above 0.9999 may help. See
## http://mc-stan.org/misc/warnings.html#divergent-transitions-after-warmup
##  Family: skew_normal 
##   Links: mu = identity; sigma = log; alpha = identity 
## Formula: slgCort ~ sex + (1 | visit) 
##          sigma ~ sex
##    Data: df (Number of observations: 73) 
##   Draws: 4 chains, each with iter = 8000; warmup = 2000; thin = 1;
##          total post-warmup draws = 24000
## 
## Multilevel Hyperparameters:
## ~visit (Number of levels: 2) 
##               Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## sd(Intercept)     0.45      0.41     0.01     1.54 1.00     5994     7531
## 
## Regression Coefficients:
##                 Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## Intercept          -0.14      0.38    -0.95     0.66 1.00     7684     8143
## sigma_Intercept    -0.10      0.12    -0.33     0.14 1.00    15320    14706
## sexMale             0.27      0.24    -0.19     0.76 1.00    14679    13924
## sigma_sexMale       0.22      0.18    -0.12     0.58 1.00    15520    15379
## 
## Further Distributional Parameters:
##       Estimate Est.Error l-95% CI u-95% CI Rhat Bulk_ESS Tail_ESS
## alpha     3.28      1.45     0.75     6.60 1.00    14572    10750
## 
## Draws were sampled using sampling(NUTS). For each parameter, Bulk_ESS
## and Tail_ESS are effective sample size measures, and Rhat is the potential
## scale reduction factor on split chains (at convergence, Rhat = 1).

4. Try the PSIS LOO-CV procedure to check model performance

loo_model2 <- loo(model, moment_match = TRUE)
loo_model2
## 
## Computed from 24000 by 73 log-likelihood matrix.
## 
##          Estimate   SE
## elpd_loo   -101.9  6.2
## p_loo         4.0  0.8
## looic       203.7 12.4
## ------
## MCSE of elpd_loo is 0.0.
## MCSE and ESS estimates assume MCMC draws (r_eff in [0.5, 1.0]).
## 
## All Pareto k estimates are good (k < 0.7).
## See help('pareto-k-diagnostic') for details.

5. Compare looic for models 1 and 2

model <- add_criterion(model, "loo")
model2 <- add_criterion(model2, "loo")
loo_compare(model, model2)
##        elpd_diff se_diff
## model   0.0       0.0   
## model2 -0.4       1.3

Very little difference between models, so probably better to use simplest model.